This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

Background: The study is investigating conventional and behavioral pricing multifactor
impact on price fragility from the equity market of Pakistan. The impact of conventional …

We investigate the impact of energy commodity uncertainties on the systematic risk of twelve
industries in the US. The dynamic betas using the dynamic conditional correlation …

Given the developing nations are moving towards attaining the sustainable energy future,
the reliance on renewable energy solutions is rising. Therefore, the dependence on …

There is a growing stream of empirical research that endeavors to identify the influential
variables contributing to the price formation of cryptocurrencies and, in particular, Bitcoin …

This paper aims to investigate the predictability of good and bad volatilities of oil prices for
stock returns. Our empirical results show that bad volatility of oil prices, rather than good …

In this paper, we study the impact of news and sentiments related to covid-19 on United
Kingdom (UK)'s stock returns from February 4, 2020 to December 7, 2020. Our results show …

Promoting green and low-carbon development with new energy, and resource related
sectors is an important way for mankind to deal with global climate change. With the …

In this study, we examine the quantile dependence between Islamic and non-Islamic equity
returns using the cross-quantilogram approach. We find that Islamic and non-Islamic equity …

This paper considers a time-varying parameter vector autoregression model to analyze the
varying impact of three types of structural oil shocks (the supply-side shock, the aggregate …